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https://github.com/dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
https://github.com/dcajasn/Riskfolio-Lib
asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading
Last synced: about 1 month ago
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Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
- Host: GitHub
- URL: https://github.com/dcajasn/Riskfolio-Lib
- Owner: dcajasn
- License: bsd-3-clause
- Created: 2020-03-02T19:49:06.000Z (over 4 years ago)
- Default Branch: master
- Last Pushed: 2024-07-29T21:51:46.000Z (about 1 month ago)
- Last Synced: 2024-07-30T23:45:20.003Z (about 1 month ago)
- Topics: asset-allocation, convex-optimization, cvar-optimization, cvxpy, drawdown-model, duration-matching, efficient-frontier, finance, investment, investment-analysis, portfolio-management, portfolio-optimization, principal-components-regression, quantitative-finance, risk-contribution, risk-factors, risk-parity, sharpe-ratio, stepwise-regression, trading
- Language: C++
- Homepage: https://riskfolio-lib.readthedocs.io/en/latest/
- Size: 132 MB
- Stars: 2,882
- Watchers: 78
- Forks: 493
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.rst
- Funding: .github/FUNDING.yml
- License: LICENSE.txt
- Authors: AUTHORS.rst
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